Anic Equity¶

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Total return since start: 0.61 %¶

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Equity now: -----------------------------> 49183.64 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43251.45 Kr¶

PnL: ---------------------------------------> -1624.13 Kr¶

DD now: ---------------------------------> -7.411 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 14:37:23.736937'

Anic Portfolio¶

Today¶

Return: -0.072 %¶

This Week¶

Return: -3.089 %¶

Total portfolio value¶

Return including deposits: 61.015 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.460000 1509.650000 86.650000 6.090000 1423.000014
Nederman Holding 1 0.970000 208.000000 9.000000 4.520000 199.000000
Hennes & Mauritz B 6 0.430000 920.880000 8.880000 0.970000 912.000000
JM 7 2.860000 957.600000 7.600000 0.800000 950.000002
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
ASSA ABLOY B 4 -0.690000 982.000000 -11.000000 -1.110000 993.000000
Atrium Ljungberg B 5 -1.720000 888.000000 -16.000000 -1.770000 904.000000
Biotage 1 -0.900000 131.800000 -17.200000 -11.540000 149.000000
BioGaia B 8 -1.690000 885.600000 -18.400000 -2.040000 904.000000
OX2 12 -0.070000 890.400000 -18.600000 -2.050000 909.000000
Creaspac SPAC 40 -0.210000 3808.000000 -26.000000 -0.680000 3834.000000
Bufab 3 -1.130000 1046.400000 -29.600000 -2.750000 1076.000001
Alimak Group 12 -0.610000 976.800000 -30.200000 -3.000000 1007.000004
Investor B 3 -0.210000 627.450000 -30.550000 -4.640000 657.999999
Sandvik 4 -0.780000 815.600000 -32.400000 -3.820000 848.000000
Vitrolife 3 -2.190000 643.800000 -33.200000 -4.900000 677.000001
Latour B 4 -1.060000 820.800000 -35.200000 -4.110000 856.000000
AcadeMedia 20 -2.440000 942.400000 -35.600000 -3.640000 978.000000
Vitec Software Group B 2 -0.930000 1066.000000 -38.000000 -3.440000 1104.000000
INVISIO 15 -1.050000 3532.500000 -39.500000 -1.110000 3571.999995
Hexatronic Group 15 -1.150000 1029.300000 -41.700000 -3.890000 1071.000000
EQT 4 0.430000 831.200000 -41.800000 -4.790000 873.000000
Gränges 10 -2.160000 997.000000 -42.000000 -4.040000 1039.000000
Hoist Finance 36 -1.280000 968.400000 -42.600000 -4.210000 1010.999988
SKF B 5 -0.820000 936.750000 -43.250000 -4.410000 980.000000
Sagax B 4 -1.780000 840.400000 -44.600000 -5.040000 885.000000
Byggmax Group 33 -1.340000 922.020000 -44.980000 -4.650000 966.999990
Addnode Group B 7 -1.520000 859.600000 -45.400000 -5.020000 904.999998
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
Platzer Fastigheter Holding B 12 -0.660000 903.600000 -47.400000 -4.980000 951.000000
Catena 2 -0.840000 756.400000 -49.600000 -6.150000 806.000000
HEXPOL B 8 0.540000 892.000000 -65.000000 -6.790000 957.000000
Orrön Energy 170 -1.030000 1955.000000 -91.000000 -4.450000 2045.999980
Hexagon B 26 -1.360000 3292.900000 -127.100000 -3.720000 3420.000012
VEF 788 -0.620000 1757.240000 -145.760000 -7.660000 1903.000300
Sedana Medical 93 1.380000 2596.560000 -387.020000 -12.970000 2983.577733
TOTAL 43251.450000 -1624.130000 -7.41093% 44875.578016

Updated:¶

'2023-06-22 14:37:39.935376'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶